A question about spam

so all of a sudden in the last week or 2, my yahoo account has started getting a whole lot more spam than normal. Usually I think I probably receive quite a few, but almost none of them ever get through the spam filters. Now I'm getting a bunch that aren't being filtered, and it's mostly those ones that say: ATTENTION PLEASE! or Urgent Response Needed asking me to invest in things, blah blah blah... Some of them are supposedly from UN leaders or something like that *lol*

Anyway, I'm a bit annoyed about deleting 3 a day, but now I have these ones from the Netherlands and FIFA telling me I've won a whole heap of euros through some random email drawing.

Ok, so I've been around the internet a while, I'm as skeptical as the next person, but part of me is just really curious. What happens if I try and contact them? Do they ask for my bank account access details and then take all my money? Or does it just give them the opportunity to suddenly inundate me with ads and more junk mail? and then suddenly is there some fine print that says "whoops, you don't win anything, haha"

Or could I actually win a bunch of euros? *lol* part of me is dying to respond just to find out what happens, but I'm afraid of all the horrible horrible spam I might suddenly start receiving.